The Shadowfell is a plane that overlaps the Material Plane. It is a dark realm that is home to the Raven Queen, the goddess of Death. The waffle crew traveled here and battled Paultin when he was under control of the ring of winter. They had a huge battle at the Dead-Eyed Drunk tavern.  Evelyn and Simon died in a battle against a balhannoth in a tunnel under a beach littered with bones.